The following pages link to Stoyan V. Stoyanov (Q993725):
Displaying 29 items.
- Stochastic models for risk estimation in volatile markets: a survey (Q993727) (← links)
- Construction of probability metrics on classes of investors (Q1046359) (← links)
- (Q1397057) (redirect page) (← links)
- Calibration of a basket option model applied to company valuation (Q1397058) (← links)
- (Q2324081) (redirect page) (← links)
- Probability metrics with applications in finance (Q2324082) (← links)
- Sensitivity of portfolio VaR and CVaR to portfolio return characteristics (Q2393347) (← links)
- METRIZATION OF STOCHASTIC DOMINANCE RULES (Q2882693) (← links)
- The Methods of Distances in the Theory of Probability and Statistics (Q2910845) (← links)
- (Q3374069) (← links)
- (Q3417687) (← links)
- DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY (Q3520392) (← links)
- Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market (Q3574716) (← links)
- (Q3583418) (← links)
- (Q3583419) (← links)
- Stable ETL Optimal Portfolios and Extreme Risk Management (Q3606101) (← links)
- (Q3620499) (← links)
- (Q3620508) (← links)
- FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET (Q4602497) (← links)
- (Q4680648) (← links)
- PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955) (← links)
- Optimal Financial Portfolios (Q5440090) (← links)
- (Q5445976) (← links)
- (Q5447431) (← links)
- (Q5477682) (← links)
- (Q5477703) (← links)
- THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853) (← links)
- (Q5694265) (← links)
- Computational aspects of portfolio risk estimation in volatile markets: a survey (Q5881677) (← links)
